Updated Install.txt

Added a link to the SeDuMi site, clarified installation instructions.
Initial commit of a Markdown README page
COPYING

Hmm, why wasn't the COPYING file here? It is mentioned in the documentation. I'm adding it now.
Merge commit 'ca550a0b4e3e27e443fb9bde2a7382f2ad911f7f' into pretransfo